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Abstract: . Random lsc (lower semicontinuous) functions can be identified with a vector-valued random variable by means of an appropriate scalarization. It is shown that stationarity, ergodicity and independence properties are preserved by this scalarization. The scalarization is exploited to obtain an lsc version of the conditional expectation of a random lsc function. Keywords: stationary processes, ergodicity, epi-convergence, law of large numbers, stochastic optimization, random lower semicontinuous... (Update)
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.... random lsc function f ; results about the scalarizations of random lsc functions with values in lsc fcns(X) for X a Polish space, appear in [18]. When X = IR n , it s not necessary to assume S is P complete, and this version can also be found in [11, Theorem 14.40] Theorem...
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BibTeX entry: (Update)
Korf L.A. & Wets R. J-B (1998) "Random lsc functions: scalarization," Manuscript, University of California, Davis http://citeseer.ist.psu.edu/korf99random.html More
@misc{ korf00random,
author = "Lisa A. Korf and Roger J.-B. Wets",
title = "Random lsc functions: Scalarization",
howpublished = "Stochastic Programming E-Print Series, \url{http://dochost.rz.hu-berlin.de/speps/}",
year = "2000",
url = "citeseer.ist.psu.edu/korf99random.html" }
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1 Random closed sets and random lsc functions: Kolmogorov's ex.. (context) - Korf, J-B - 1998
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